Stochastic viability for regular closed sets in Hilbert spaces (Q413811): Difference between revisions

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Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times.
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Property / Mathematics Subject Classification ID: 60J70 / rank
 
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stochastic viability
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stochastic differential equations in infinite dimensions
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distance function
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Revision as of 20:10, 29 June 2023

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Stochastic viability for regular closed sets in Hilbert spaces
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    Stochastic viability for regular closed sets in Hilbert spaces (English)
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    8 May 2012
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    Summary: We present necessary and sufficient conditions to guarantee that at least one solution of an infinite dimensional stochastic differential equation, which starts from a regular closed subset \(K\) of an Hilbert space, remains in \(K\) for all times.
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    stochastic viability
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    stochastic differential equations in infinite dimensions
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    distance function
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